Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47395.6 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46000.69 Kr¶

PnL: ---------------------------------------> -887.88 Kr¶

DD now: ---------------------------------> -2.538 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 11:11:37.035130'

Anic Portfolio¶

Today¶

Return: -1.066 %¶

This Week¶

Return: -0.29 %¶

Total¶

Return: 55.161 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.810000 3057.600000 86.600000 2.910000 2971.000006
HEBA B 70 -3.360000 2716.000000 80.000000 3.030000 2636.000010
FM Mattsson Mora Group B 50 -0.170000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -0.650000 633.660000 56.660000 9.820000 576.999999
SAAB B 8 0.560000 3420.800000 43.800000 1.300000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -6.400000 396.500000 41.500000 11.690000 355.000000
OEM International B 7 -1.500000 553.000000 25.000000 4.730000 527.999997
Norva24 Group 16 -1.230000 565.120000 22.120000 4.070000 543.000000
MedCap 2 -1.790000 438.000000 17.000000 4.040000 421.000000
Intrum 4 -1.770000 543.000000 16.000000 3.040000 527.000000
HMS Networks 2 -3.210000 688.400000 15.400000 2.290000 673.000000
Eastnine 4 -0.630000 504.800000 13.800000 2.810000 491.000000
Coor Service Management Hold. 8 -1.160000 545.200000 13.200000 2.480000 532.000000
AcadeMedia 12 -0.670000 565.200000 8.200000 1.470000 557.000004
Fastighetsbolag. Emilshus Pref 21 -0.180000 568.050000 6.050000 1.080000 562.000005
Swedbank A 3 -0.260000 565.650000 1.650000 0.290000 564.000000
Samhällsbyggnadsbo. i Norden D 12 -3.640000 247.440000 1.440000 0.590000 246.000000
Securitas B 6 -0.560000 571.080000 1.080000 0.190000 570.000000
Essity B 2 0.700000 574.200000 0.200000 0.030000 574.000000
Creaspac SPAC 6 -0.410000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 0.790000 545.250000 -0.750000 -0.140000 546.000000
Essity A 4 0.350000 1148.000000 -1.000000 -0.090000 1149.000000
Boozt 12 -4.110000 1652.400000 -1.600000 -0.100000 1653.999996
Resurs Holding 22 -1.220000 572.220000 -1.780000 -0.310000 573.999998
Midsona B 63 0.000000 574.560000 -8.440000 -1.450000 582.999984
Karnov Group 9 -0.340000 526.500000 -9.500000 -1.770000 536.000004
CTEK 13 -2.560000 520.000000 -14.000000 -2.620000 533.999999
Nordea Bank Abp 29 -0.390000 3426.060000 -27.940000 -0.810000 3453.999992
International Petroleum Corp. 5 -4.640000 534.500000 -60.070000 -10.100000 594.565215
Vivesto 1368 -3.070000 552.400000 -60.600000 -9.890000 612.999432
Sampo Oyj SDB 7 0.470000 3755.500000 -94.500000 -2.450000 3850.000000
Axfood 13 -0.570000 3607.500000 -148.500000 -3.950000 3756.000001
OX2 18 -2.420000 1490.400000 -173.600000 -10.430000 1663.999992
Fasadgruppen Group 35 1.220000 3489.500000 -321.500000 -8.440000 3810.999990
Ovzon 52 -3.660000 2875.600000 -486.400000 -14.470000 3361.999992
TOTAL 46000.690000 -887.880000 -2.53813% 46888.564618

Updated:¶

'2023-01-19 11:11:49.731401'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶